纯生跳跃扩散型交换期权定价公式

在假定标的资产价格服从纯生跳跃过程的条件下,研究一类多资产期权——资产权重不同的交换期权,并在风险中性的条件下建立相应的定价方程,运用条件期望等相关知识得出交换期权的解析公式。文中最后列出一些特殊纯生跳跃扩散型交换期权的定价的例子.     

Matrix representation of three-dimensional astigmatic resonators

Three-dimensional astigmatic resonators, typical examples of which are the resonators bounded by cylindrical-spherical mirrors and cylindrical-cylindrical mirrors oriented at an arbitrary crossed angle, are investigated in detail by using a complex curvature tensor concept and generalized tensor ABCD law. Computerized numerical calculations illustrate some interesting characteristics of these astigmatic resonators.     

Effect of carbon content on the microstructure and the cracking susceptibility of Fe-based laser-clad layer

The laser cladding of Fe-based alloys on a medium carbon steel substrate was performed using a CO₂ laser and Ar shielding gas that was blown into a molten pool. The microstructure and cracking susceptibility of the laser-clad layers were studied in terms of carbon additions. Results show that the small change of the carbon content in the alloy powders can obviously change the microstructure and properties of the layers. When the carbon content is in the range of 0.3–0.4 wt.%, the decrease of the carbon content in alloy powders will increase the hardness and toughness of the layers simultaneously under the same process parameters. As a result, crack-free coatings with high hardness can be obtained. As the carbon content increases from 0.2 wt.% to 0.4 wt.%, the segregation ratio of chromium increases, while the segregation ratios of nickel, manganese, and silicon first decrease and then increase. At the same time, a new designing principle concerning the composition and microstructure has been put forward, and the principal mechanisms of strengthening and toughening of the layers are fine-grain strengthening and low carbon martensitic phase transformation strengthening.     

矩阵方程（A^TXA，B^TXB=（C，D）的反对称解及其最佳逼近

本利用矩阵对的标准相关分解，得到了矩阵方程(A^TXB，B^TXB)=(C，D)反对称解存在的充分必要条件及通解表达式，同时给出了解关于已知矩阵的最佳逼近．     

Difference in micellar properties of sodium dodecyl sulfonate from sodium 4-decyl naphthalene sulfonate in D2O solution studied by 1H NMR relaxation and 2D NOESY

¹H chemical shift changes of sodium 4-decyl naphthalene sulfonate (SDNS) at 313 K show that its critical micellar concentration lies between 0.82 and 0.92 mmol/dm³, which is in the same range as that of the previous study at 298 K. The spin–lattice relaxation time, spin–spin relaxation time and two-dimensional nuclear Overhauser enhancement spectroscopy experiments give information about the structure of the SDNS micelle and the dynamics of the molecules in the micelle. The size of the SDNS micelle remains almost unchanged in the temperature range from 298 to 313 K as deduced by analyzing the self-diffusion coefficient. Special arrangement of the naphthyl rings of SDNS in the micelles affects the packing of these hydrophobic chains. The methylene groups of the alkyl chain nearest the naphthalene groups penetrate into the aromatic region, which results in a more tightly packed hydrophobic micellar core than that of sodium dodecyl sulfonate.     

Speciation analysis of arsenic in traditional Chinese medicines by hydride generation-atomic fluorescence spectrometry.

A method has been described for the determination of arsenic species (arsenite and arsenate) by hydride generation-atomic fluorescence spectrometry (HG-AFS). The experimental conditions that influence the fluorescence intensity and the reduction of arsenic were investigated and optimized, and the influences from foreign ions and their elimination were studied. The detection limit was found to be 79.7 ng L(-1). The proposed method was applied to the determination of arsenic species in water leachate of traditional Chinese medicines with a recovery range of 91.1-109.5%.     

Synthesis of graft copolymers with “V‐shaped” and “Y‐shaped” side chains via controlled radical and anionic polymerizations

A combination of nitroxide‐mediated radical polymerization and living anionic polymerization was used to synthesize a series of well‐defined graft (co)polymers with “V‐shaped” and “Y‐shaped” branches. The polymer main chain is a copolymer of styrene and p‐chloromethylstyrene (PS‐co‐PCMS) prepared via nitroxide‐mediated radical polymerization. The V‐shaped branches were prepared through coupling reaction of polystyrene macromonomer, carrying 1,1‐diphenylethylene terminus, with polystyryllithium or polyisoprenyllithium. The Y‐shaped branches were prepared throughfurther polymerization initiated by the V‐shaped anions. The obtained branches, carrying a living anion at the middle (V‐shaped) or at the end of the third segment (Y‐shaped), were coupled in situ with pendent benzyl chloride of PS‐co‐PCMS to form the target graft (co)polymers. The purified graft (co)polymers were analyzed by size exclusion chromatography equipped with a multiangle light scattering detector and a viscometer. The result shows that the viscosities and radii of gyration of the branched polymers are remarkably smaller than those of linear polystyrene. In addition, V‐shaped product adopts a more compact conformation in dilute solution than the Y‐shaped analogy. © 2007 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 45: 4013–4025, 2007     

Ionic liquid-regulated sulfamic acid: chemoselective catalyst for the transesterification of β-ketoesters

1-Propyl-3-methylimidazolium chloride ([C₃MIm]Cl) ionic liquid and sulfamic acid (NH₂SO₃H), as a synergetic catalytic medium, were used for the transesterification of acetoacetate with alcohols of different structures. It shows the good ability for the chemoselective transesterificatin of β-ketoesters and maintains its catalytic activity in the reuse.     

求解非对称线性方程组的QMRGCGS方法

1 引言 求解非对称线性方程组Ax=b的双共轭梯度方法(BCG)[3]和它的变形共轭梯度平方方法(CGS)[6]都有典型的不规则收敛行为,后来Freund和Nachtigal提出一种BCG类方法,即拟极小剩余方法(QMR)[7],用来补救BCG方法的收敛性并且产生了光滑的收敛曲线。然而,象BCG方法一样,QMR方法要用到系数矩阵A及其转置A~T与向量的乘积,为了解决这一问题,Freund提出TFQMR方法,此方法具有拟极小剩余性,同时不需用到A~T与向量的乘积。